+123.4%
XLF vs ASTS
+230.9%
-107.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.6% | -0.9% |
| 7D | +1.2% | -21.1% | +22.2% | +2.0% |
| 30D | +6.3% | -46.7% | +53.0% | +8.7% |
| 3M | -0.8% | -52.0% | +51.2% | +1.6% |
| 6M | +11.0% | -54.3% | +65.3% | +13.0% |
| YTD | +5.6% | -55.5% | +61.1% | +6.7% |
| 1Y | +10.8% | -50.5% | +61.3% | +11.0% |
| 3Y | +77.8% | +706.2% | -628.4% | +49.3% |
| 5Y | +55.6% | +165.2% | -109.6% | +32.2% |
| All | +123.4% | +230.9% | -107.5% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ASTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling